PCA Index Dashboard Examples#
This script was last run at 2024-03-21 13:47:02.907251+00:00 (UTC)
In US/Central Time, this is 2024-03-21 08:47:02.907251-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897160 | -0.475079 | 0.085982 | -0.008372 | 0.545443 | 0.254567 |
| 1997-01-03 | -0.885451 | -0.475079 | -0.155818 | 0.007140 | 0.745023 | 0.205407 |
| 1997-01-06 | -0.881548 | -0.475079 | -0.064391 | -0.016128 | 0.777901 | 0.269352 |
| 1997-01-07 | -0.881548 | -0.454256 | -0.129352 | -0.047153 | 0.837528 | 0.382971 |
| 1997-01-08 | -0.893257 | -0.454256 | -0.022287 | -0.085934 | 0.785563 | 0.496198 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-14 | -0.862032 | -1.474591 | -0.724828 | 1.760045 | 0.887746 | 0.499575 |
| 2024-03-15 | -0.858129 | -1.495414 | -0.723626 | 1.690239 | 0.831759 | 0.578866 |
| 2024-03-18 | -0.869838 | -1.474591 | -0.733249 | 1.651458 | 0.714469 | 0.682736 |
| 2024-03-19 | -0.881548 | -1.464179 | -0.794601 | 1.659214 | 0.739045 | 0.558646 |
| 2024-03-20 | -0.881548 | -1.401710 | -0.888434 | 1.659214 | 0.733794 | 0.558646 |
7191 rows × 6 columns
pc1
DATE
1997-01-02 -0.577922
1997-01-03 -0.684071
1997-01-06 -0.666974
1997-01-07 -0.703349
1997-01-08 -0.673018
...
2024-03-14 -1.593718
2024-03-15 -1.581877
2024-03-18 -1.565056
2024-03-19 -1.572764
2024-03-20 -1.582258
Name: PC1, Length: 7191, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()